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~isPartOf:"Journal of financial markets"
~subject:"Marktmikrostruktur"
~subject:"Share price"
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Search: subject_exact:"Marktmikrostruktur"
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Marktmikrostruktur
Share price
Market microstructure
88
Securities trading
34
Wertpapierhandel
34
Theorie
31
Theory
31
Bid-ask spread
21
Börsenkurs
21
Geld-Brief-Spanne
21
USA
16
United States
16
Liquidity
14
Asymmetric information
12
Asymmetrische Information
12
Handelsvolumen der Börse
12
Trading volume
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Bourse
10
Börse
10
Liquidität
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Aktienmarkt
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Electronic trading
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Elektronisches Handelssystem
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Volatility
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Volatilität
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Price discovery
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Börsenmakler
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Devisenmarkt
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Foreign exchange market
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Limit order book
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Stockbrokers
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Betriebliche Liquidität
4
CAPM
4
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4
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87
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Andersen, Torben
3
Battalio, Robert H.
3
Easley, David
3
Lipson, Marc
3
O'Hara, Maureen
3
Bondarenko, Oleg
2
Fleming, Michael J.
2
Frutos, Maria Angeles de
2
Grass, Gunnar
2
Jennings, Robert H.
2
López de Prado, Marcos M.
2
Manzano Tovar, Carolina
2
Melvin, Michael
2
Menkhoff, Lukas
2
Mortal, Sandra
2
Odders-White, Elizabeth R.
2
Pagano, Michael S.
2
Skjeltorp, Johannes A.
2
Theissen, Erik
2
Adrian, Tobias
1
Ainsworth, Andrew
1
Akay, Ozgur
1
Anand, Amber
1
Anshuman, V. Ravi
1
Asparouhova, Elena
1
Augustin, Patrick
1
Bertsimas, Dimitris
1
Bhattacharya, Utpal
1
Biais, Bruno
1
Boehmer, Ekkehart
1
Bossaerts, Peter L.
1
Brenner, Menachem
1
Buis, Boyd
1
Capponi, Agostino
1
Cenesizoglu, Tolga
1
Chakraborty, Archishman
1
Chan, Kalok
1
Cho, Jin-wan
1
Cimon, David A.
1
Corwin, Shane Anthony
1
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Journal of financial markets
Journal of banking & finance
72
Journal of financial economics
59
Journal of econometrics
52
Quantitative finance
40
Finance research letters
39
Journal of international financial markets, institutions & money
39
Pacific-Basin finance journal
39
International review of financial analysis
36
Journal of empirical finance
35
Journal of international money and finance
28
Market microstructure and liquidity
25
The European journal of finance
25
International journal of finance & economics : IJFE
21
Journal of economic dynamics & control
21
NBER working paper series
21
The review of financial studies
21
The financial review : the official publication of the Eastern Finance Association
20
CFS working paper series
19
International review of economics & finance : IREF
19
Journal of financial and quantitative analysis : JFQA
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Working paper / National Bureau of Economic Research, Inc.
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
Research in international business and finance
17
Research paper series / Swiss Finance Institute
17
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
The journal of futures markets
16
Economics letters
15
Working paper
15
Economic modelling
14
NBER Working Paper
14
Review of quantitative finance and accounting
14
Working paper / Norges Bank
14
Discussion paper / Centre for Economic Policy Research
13
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
13
International journal of theoretical and applied finance
13
The North American journal of economics and finance : a journal of financial economics studies
13
The journal of finance : the journal of the American Finance Association
13
SFB 649 discussion paper
12
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ECONIS (ZBW)
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1
Understanding the impacts of dark pools on price discovery
Ye, Linlin
- In:
Journal of financial markets
68
(
2024
),
pp. 1-39
Persistent link: https://www.econbiz.de/10014491076
Saved in:
2
Informed options strategies before corporate events
Augustin, Patrick
;
Brenner, Menachem
;
Grass, Gunnar
; …
- In:
Journal of financial markets
63
(
2023
),
pp. 1-34
Persistent link: https://www.econbiz.de/10014278622
Saved in:
3
Inferring trade directions in fast markets
Jurkatis, Simon Willi
- In:
Journal of financial markets
58
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013254020
Saved in:
4
Liquidity components : commonality in liquidity, underreaction, and equity returns
Ince, Baris
- In:
Journal of financial markets
60
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013397975
Saved in:
5
Transaction fees : impact on institutional order types, commissions, and execution quality
O'Donoghue, Shawn M.
- In:
Journal of financial markets
60
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013397995
Saved in:
6
Broker routing decisions in limit order markets
Cimon, David A.
- In:
Journal of financial markets
54
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013273153
Saved in:
7
Nothing but noise? : price discovery across cryptocurrency exchanges
Dimpfl, Thomas
;
Peter, Franziska Julia
- In:
Journal of financial markets
54
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013273162
Saved in:
8
Volatility of order imbalance of institutional traders and expected asset returns : evidence from Taiwan
Huang, Hong-Gia
;
Tsai, Wei-Che
;
Weng, Pei-Shih
;
Wu, …
- In:
Journal of financial markets
52
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013266271
Saved in:
9
Intraday market making with overnight inventory costs
Adrian, Tobias
;
Capponi, Agostino
;
Fleming, Michael J.
; …
- In:
Journal of financial markets
50
(
2020
),
pp. 1-28
Persistent link: https://www.econbiz.de/10012703799
Saved in:
10
The network nature of over-the-counter interest rates
Rainone, Edoardo
- In:
Journal of financial markets
47
(
2020
),
pp. 1-51
Persistent link: https://www.econbiz.de/10012631767
Saved in:
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